/raid1/www/Hosts/bankrupt/TCREUR

/raid1/www/Hosts/bankrupt/TCREUR_Public/150804.mbx T R O U B L E D C O M P A N Y R E P O R T E R E U R O P E Tuesday, August 4, 2015, Vol. 16, No. 152 Headlines A Z E R B A I J A N AZERBAIJAN RAILWAYS: S&P Suspends 'BB+' Corporate Credit Rating B E L A R U S DEVELOPMENT BANK: S&P Affirms 'B-/B' ICRs, Outlook Stable C R O A T I A CROATIA: Fitch Affirms 'BB' Foreign Currency IDRs, Outlook Stable F R A N C E SEYCHELLES: Fitch Raises LT Issuer Default Ratings to 'BB-' G E R M A N Y TELE COLUMBUS: S&P Affirms 'B+' CCR, Outlook Negative G R E E C E GREECE: Banks to Undergo Asset Quality Review This Month I R E L A N D GILSON MOTOR: Gilsons Get 5-Year Disqualification as Director I T A L Y ITALCEMENTI: S&P Revises Outlook to Dev. & Affirms 'BB/B' CCRs VENUS-1 FINANCE: Fitch Cuts Ratings on 4 Note Classes to 'Csf' N E T H E R L A N D S PANTHER CDO III: S&P Raises Ratings on 2 Note Classes to B P O L A N D PBG SA: Inks Debt Restructuring Agreement with Creditors R U S S I A CB BANK: Put Under Provisional Administration; License Revoked DALETBANK JSC: Under Provisional Administration; License Revoked DAGENERGOBANK LLC: Assets Insufficient to Meet Creditors' Claims IZHMASH: U.S. Sanctions Surprising, Spokesperson Says SME BANK: S&P Maintains 'BB+/B' ICRs on CreditWatch Negative SNCI FSC: Put Under Provisional Administration, License Revoked VNESHECONOMBANK: S&P Affirms 'BB+/B' Issuer Credit Ratings S P A I N BBVA RMBS 1: Fitch Affirms 'CCsf' Rating on Class C Notes T U R K E Y TURKEY: Number of Corporate Bankruptcies to Rise 10% This Year U N I T E D K I N G D O M AUBURN SECURITIES: S&P Assigns 'B+' Rating to Class F Notes GRIFFIN PLACE: In Liquidation; 140 Jobs Affected PARAGON SECURED: S&P Raises Rating on Class C Notes to 'BB' PREMIER FOODS: Fitch Affirms 'B' Long-Term IDR, Outlook Negative X X X X X X X X * Large Companies with Insolvent Balance Sheets ********* =================== A Z E R B A I J A N =================== AZERBAIJAN RAILWAYS: S&P Suspends 'BB+' Corporate Credit Rating --------------------------------------------------------------- Standard & Poor's Ratings Services suspended its 'BB+' long-term corporate credit rating on state-owned railway operator Azerbaijan Railways CJSC (ADY). "We suspended our rating on ADY because of a lack of information we consider of sufficient quality from the company on its financial and operating performances and prospects. In particular, we are missing sufficient information on the company's operational volumes, tariffs, capital expenditures, and cost information for the first half of 2015, and on the details of its financial forecasts for the next two years (assumed tariffs, volumes, and investment projects)," S&P said. If the company provides S&P with sufficient information on its performances, it could reinstate the ratings. S&P also needs further updates on ADY's current liquidity position. S&P will consider withdrawing the ratings if it do not receive the above- mentioned information within 90 days. Standard & Poor's may suspend a rating, in rare circumstances, if there is an expectation that the rating is likely to be reinstated. The suspension does not imply that ADY is not servicing its obligations. Should sufficiently detailed information become available, Standard & Poor's will reconsider an appropriate rating. ============= B E L A R U S ============= DEVELOPMENT BANK: S&P Affirms 'B-/B' ICRs, Outlook Stable --------------------------------------------------------- Standard & Poor's Ratings Services affirmed its 'B-/B' long- and short-term issuer credit ratings on JSC Development Bank of the Republic of Belarus (DBRB). The outlook is stable. S&P rates DBRB under its criteria for government-related entities (GREs). S&P continues to believe that there is an almost certain likelihood that Belarus' government would provide timely and extraordinary support sufficient to service the bank's financial obligations, if needed. S&P's assessment of the likelihood of extraordinary support is based on its view of DBRB's: -- Integral link between DBRB and the government, which is based on the state's 100% ultimate ownership of DBRB, the bank's unique legal status, the fact that DBRB is the only Belarus GRE with the prime minister on its supervisory board, regular capital injections from the state, and the government's responsibility for all of the bank's bonds. DBRB is exempt from most of the regulations set by the National Bank of the Republic of Belarus for the banking sector. Although S&P classifies the Belarus government's general propensity to support the GRE sector as doubtful, the size of DBRB's commercial debt liabilities (0.3% of GDP) compared with the overall size of GRE-related contingent liabilities is small. S&P therefore believes the government would prioritize extraordinary support to DBRB ahead of other GREs. -- Critical public policy role as the main institution providing long-term capital-intensive loans under government programs in Belarus, which cannot otherwise be undertaken by other banks on commercial terms. Accounting for over 4% of GDP, 7% of total banking system assets and over 40% of total state-directed corporate lending, DBRB is the key agent in the selected sectors that the government deems essential for Belarus' economy, such as transport infrastructure and some subsectors of the agricultural sector. As of 2016, DBRB will coordinate all loans to be granted under government programs. S&P now assesses the DBRB's capital and earnings as adequate instead of moderate reflecting S&P's projected risk-adjusted capital ratio for the bank, before adjustments for diversification, firmly above 7% over the next 12-18 months. This reassessment is driven by additional capital injections to DBRB's capital from the government totaling Belarusian ruble 2 trillion (US$130 million approximate equivalent) in 2015, as well as less-than-expected loan growth and lower credit costs. This, together with S&P's continued view of the bank's adequate business position, moderate risk position, average funding, and adequate liquidity, underpins S&P's assessment of DBRB's stand-alone credit profile (SACP) at 'b-'. The stable outlook on DBRB mirrors S&P's outlook on Belarus. S&P would take a rating positive action on the bank if S&P was to take a positive action on Belarus. Negative rating actions on DBRB would follow negative actions on the sovereign. Even if the sovereign rating is unchanged, S&P would take a negative action on DBRB if its link to or role for the government weakened and S&P lowered its assessment of its SACP. ============= C R O A T I A ============= CROATIA: Fitch Affirms 'BB' Foreign Currency IDRs, Outlook Stable ----------------------------------------------------------------- Fitch Ratings has revised the Outlooks on Croatia's Long-term foreign and local currency Issuer Default Ratings (IDR) to Negative from Stable and affirmed the IDRs at 'BB' and 'BB+', respectively. The issue ratings on Croatia's senior unsecured foreign- and local-currency bonds have also been affirmed at 'BB' and 'BB+', respectively. The Country Ceiling has been affirmed at 'BBB-' and the Short-term foreign currency IDR at 'B'. KEY RATING DRIVERS The revision of the Outlooks to Negative reflects the following key rating drivers and their relative weights: HIGH The general government deficit reached 5.7% of GDP in 2014, 0.3% above its 2013 level and 1.3% above the target set in the government's April 2014 Convergence Programme. Most of the slippage stemmed from weaker revenues due to lower than forecast inflation and GDP growth. The government has revised up its target for the 2015 budget deficit to 5.0% of GDP compared with an original target of 3.5% in the previous year. Fitch has revised its 2015 forecast budget deficit to 5.5% of GDP (previously 4.5%). The government's latest Convergence Programme envisages a reduction of the budget deficit to 2.7% in 2017, but in our view, implementation risks are high. The government's track record of restructuring state-owned enterprises (SOEs) suggests that budgeted savings in this area may underperform. Forthcoming parliamentary elections expected in early 2016 are also likely to forestall consolidation efforts until a new government has been formed. Gross general government debt (GGGD) grew to 85% of GDP at end- 2014, the second highest in the 'BB' category, and up from 39% of GDP at end-2008. Fitch expects GGGD to rise to 90% of GDP in 2015 and peak at 94.4% of GDP in 2017. Funding conditions remain favorable, but high fiscal financing needs of approximately 20% of GDP pose a risk to public debt sustainability in the event of an unexpected rise in funding costs. GGGD for 2013 was revised up by 4.9% of GDP in April 2015 following a recent round of ESA2010 statistical reclassifications aimed at providing a more complete and standardized picture of government debt levels. In total, GGGD has been revised up by approximately 13% of GDP since the first round of reclassifications was introduced in October 2014. Any future reclassifications are likely to have only a modest impact on GGGD as the bulk of SOE liabilities are now included in the general government sector. Croatia's 'BB' foreign currency IDR also reflects the following key rating drivers: The Croatian economy suffers from high public and external debt ratios, high euroisation, and weak economic performance since 2009. These factors create an unfavorable background for debt dynamics, making Croatia vulnerable to adverse shocks. However, structural features including per capita income, human development, and governance indicators score well above the 'BB' and 'BBB' category medians, and support the rating. Economic growth has performed significantly below peers following six protracted years of recession. Real GDP growth contracted by 0.4% in 2014 and has grown at an average of -1.1% on a five-year look-back basis versus 3.9% for the 'BB' median and 3.2% for the 'BBB' median. Fitch expects the economy to exit recession this year and for real GDP to grow by 0.5% in 2015 and 1.0% in 2016. The improved growth outlook is largely driven by net exports, lower oil prices, and a general pick-up in eurozone economic activity, as internal demand is not expected to contribute positively to growth until 2016. Croatia posted a current account surplus of 0.7% of GDP in 2014 and 0.8% in 2013, after nearly 20 consecutive years of deficits. Fitch forecasts the surplus to grow to 1.9% of GDP in 2015 driven by tourism receipts and a narrowing of the goods deficit due to lower oil prices. Better absorption of EU funds would improve the balance of payments through higher transfers. Net external debt is high, at approximately 63% of GDP at end- 2014, a significant outlier relative to the 'BB' and 'BBB' category medians of 7.1% of GDP and 6.9% of GDP, respectively. External indebtedness is largely accounted for by the private sector, although public external borrowing has grown substantially in recent years. Fitch views the banking sector's profitability as weak but the sector is sufficiently capitalized with an average capital adequacy ratio of 21%. Non-performing loans are high at 17% at end-2014, but provisioning levels exceed 50%. Unresolved issues pertaining to roughly HRK23.8 billion (7% of GDP) in CHF-pegged household loans weigh on confidence but do not pose a systemic risk to the financial system. High foreign ownership of the banking sector (about 90% by assets) also mitigates contingent liabilities to the sovereign balance sheet. RATING SENSITIVITIES The Negative Outlook reflects the following risk factors that may, individually or collectively, result in a downgrade: -- Continued escalation of the public debt/GDP ratio, whether through fiscal underperformance, rising financing costs, or weaker nominal GDP growth. Future developments that may, individually or collectively, result in a revision of the Outlook to Stable include: -- Fiscal deficit reduction broadly in line with the latest Convergence Programme targets, which would increase confidence that public debt/GDP will be stabilized over the medium term. -- Strengthening growth prospects and competitiveness, particularly through the implementation of structural reforms. KEY ASSUMPTIONS Croatia's track record of monetary and exchange rate stability remains intact, lowering the risks to household, corporate, and public sector balance sheets, all of which are heavily euroised. Fitch expects the reclassification of local utilities to drive one further round of public debt revisions by end-2015, although it expects the net impact to be modest at roughly 1% of GDP. =========== F R A N C E =========== SEYCHELLES: Fitch Raises LT Issuer Default Ratings to 'BB-' ----------------------------------------------------------- Fitch Ratings has upgraded Seychelles' Long-term foreign and local currency Issuer Default Ratings (IDR) to 'BB-' from 'B+' and 'BB' from 'BB-', respectively. The Outlooks are Stable. The issue rating on Seychelles' unsecured foreign currency bond has also been upgraded to 'BB-' from 'B+'. The Country Ceiling has been raised to 'BB' from 'B+' and the Short-term foreign currency IDR affirmed at 'B'. KEY RATING DRIVERS The upgrade of Seychelles' IDRs reflects the following key rating drivers and their relative weights: HIGH Five years have passed since Seychelles was cured of default on its external debt in 2010. The authorities have achieved impressive outcomes in the country's IMF Extended Fund Facility programs since 2010, in particular consistently over-performing on its primary budget surplus targets. Timely implementation and strong willingness to execute on the structural reforms of the programs have resulted in more robust and coherent fiscal and monetary policy frameworks. MEDIUM The authorities have increased the size of buffers to mitigate external vulnerabilities. Gross international reserves cover rose to 4.5 months of imports in May 2015, up from 4.2 months in May 2014, and 2.1 months in 2009. The exchange rate regime has been liberalized since November 2008. It has functioned relatively well recently with banks and market participants adjusting to the Central Bank of Seychelles' (CBS) commitment to the new forward- looking money-targeting monetary policy framework and discipline to avoid direct interventions in the foreign currency market. Seychelles' public debt dynamics are on a firm downward path. Fiscal policy is anchored by the government's commitment to reducing debt/GDP to 50% by 2018 (the authorities and the IMF's calculation includes t-bills and t-bonds issued for monetary policy purposes; Fitch's calculations excludes these debt instruments). By Fitch's calculations, this has led to gross general government debt/GDP falling to 58.5% in 2014, from 80.7% in 2010. We forecast debt/GDP to fall further to 55.8% in 2015. Seychelles' 'BB-' IDR also reflects the following key rating drivers: Seychelles has a large structural current account deficit, which widened in 2014 to 21% of GDP, from 16% of GDP in 2013. This reflects the economy's dependence on imports for basic foods and products. Roughly two-thirds of the current account deficit is financed by FDI flows, reflecting the large import-content of foreign investments in the tourism and hotel sectors. Gross external debt at 140% of current account receipts, is high compared with peers. This reflects the high foreign currency share of public debt and debt-financed investments by the non- bank private sector. However, sovereign external debt at 41% of GDP is significantly lower than Seychelles' peers, following the government's restructuring of its external debt in 2010. GDP per capita (USD15,657) and income per capita (USD23,270) are more than double the 'BB' median, reflecting the high value-added economy and its export market's concentration in wealthy Western European countries. The World Bank recently re-classified Seychelles as a 'high income' country in July 2015, although the UN reports that income inequality is high with an income Gini coefficient of 65.8 in 2013. Seychelles also out-performs the 'BB' median in the UN human development indicators and World Bank governance indicators. Five-year average real GDP growth is high at 5.5%, while the five-year average inflation rate is low at 3.9%. Monetary policy tightening since end-2014 is expected to negatively affect economic activity in 2015. Fitch forecasts real GDP growth to remain low at 3.4% in 2015 (2014: 3.3%) despite a pick-up in tourist arrivals in 1H15. Fitch expects growth to moderate from the average 6.6% in 2010-2013 towards a range of 3.0%-4.0% over the medium term. Parliament amended legislation in line with the OECD's regulations on the sharing of tax information and to ratify the Multilateral Convention on Mutual Administrative Assistance in Tax Matters. The government is also finalizing legislation requiring financial institutions to report information in line with the US Foreign Account Tax Compliance Act. These reforms are part of the government's strategy to improve Seychelles' non- compliant status regarding international tax matters, and positions Seychelles' financial sector for sustainable development. RATING SENSITIVITIES The Stable Outlook reflects Fitch's assessment that upside and downside risks to the rating are currently balanced. However, the main factors that could lead to positive rating action are: -- Continued improvement of external buffers through accumulation of foreign exchange reserves, narrowing of the current account deficit after FDI, and reduction in gross external indebtedness. -- Continued reduction in public sector debt in line with the government's medium-term fiscal plan. -- Sustained GDP growth and value-retention in the economy, underpinned by continuing structural reforms to improve the business environment. -- Sustained track record of moderate inflation and greater confidence in the flexible exchange rate regime to absorb shocks without threatening price and financial stability. The main factors that could lead to negative rating action are: -- Balance of payment pressures leading to falls in foreign exchange reserves and increases in external debt ratios. -- A prolonged period of macroeconomic instability demonstrating weakness in the policy framework. -- Any reversal of fiscal reform, relaxation of expenditure control (e.g. through increased election spending), or unexpected recapitalization required to support the state- owned enterprises, leading to a deviation from the authorities' debt reduction target. KEY ASSUMPTIONS The ratings are based on the following assumptions: * Despite recent diversification, Seychelles' main tourism market remains Europe, and especially eurozone countries. (France and Germany). Fitch expects eurozone growth to gradually recover to 1.6% in 2015 from 0.9% in 2014. * Sustained domestic political stability. ============= G E R M A N Y ============= TELE COLUMBUS: S&P Affirms 'B+' CCR, Outlook Negative ----------------------------------------------------- Standard & Poor's Ratings Services affirmed its 'B+' long-term corporate credit rating on German cable operator Tele Columbus AG. The outlook is negative. S&P also assigned its 'B+' issue rating and '3' recovery rating to the company's new EUR435 million senior secured facility. S&P affirmed its 'B+' issue rating on the company's existing EUR500 million senior facilities, consisting of a EUR375 million term loan, a EUR75 million capital expenditure facility, and a EUR50 million revolving credit facility (RCF). The recovery rating on all the senior secured facilities is '3', indicating S&P's expectation of meaningful recovery in the event of a payment default, in the lower half of the 50%-70% range. At the same time, S&P assigned its 'B-' issue rating to the second-lien facility, with a recovery rating of '6', indicating S&P's expectation of negligible (0-10%) recovery in the event of a payment default. The affirmation follows Tele Columbus' announcement that it has completed its acquisition of German cable operator PrimaCom for EUR711 million. Although the deal will initially lead to a pronounced increase in the company's leverage (debt to EBITDA), S&P thinks it will strengthen Tele Columbus' competitive position. Moreover, S&P anticipates that the company will deleverage quickly. The negative outlook reflects that Tele Columbus' efforts to decrease leverage could be at risk if expected EBITDA growth falls short of S&P's expectations, or the company's planned capital increase results in lower-than-expected debt reduction. Tele Columbus is using the new senior and junior debt, balance- sheet cash, and an equity bridge facility of EUR125 million to fund the purchase. S&P understands it plans to use a rights issue later this year to refinance the equity bridge facility and repay a portion of the additional debt. Tele Columbus estimates that the transaction will increase its leverage, as per the company's definition and on a combined basis with PrimaCom, to about 5.0x from 2.9x as of March 31, 2015. The company has indicated it then aims to return leverage to its publicly stated medium-term range of 3.0x-4.0x within the next 18-24 months. "We think that the acquisition strengthens Tele Columbus' market position, partly through increased scale, enlarged cable TV market share in the market with housing associations, and complementarity in the two companies' service areas. Currently, with about 1.7 million homes connected, Tele Columbus is the third-largest cable operator in Germany, a position it will enhance, given that PrimaCom ranks fourth with about 1.2 million. The greater scale should improve Tele Columbus' ability to compete with other fixed-line broadband operators, such as Deutsche Telekom and Vodafone, as well as other cable TV providers, particularly in Eastern Germany, where most of the activities of both companies are concentrated. We also see potential that the acquisition could modestly ease competition in areas where both companies' footprints overlap. Tele Columbus estimates this overlap to account for about 30% of its network. Furthermore, in the medium term, Tele Columbus could unlock some cost synergies as it merges operations and overhead functions. However, we note the combined company faces the need for substantial capital expenditures to upgrade the network as a prerequisite for increasing the penetration of bundled services in the customer base and for reducing the reliance on third-party backbone networks," S&P said. "The rating is supported by our expectation that the substantial increase in leverage, post acquisition, will be reduced over the next six months through debt reduction. We base this view on the company's planned rights issue later this year because we assume that Tele Columbus will apply surplus proceeds to repay most or all of the second-lien debt issued to buy PrimaCom. Further deleveraging should then come through EBITDA growth on the back of good cross- and up-selling performance and the migration of an increasing portion of customers to the company's own network. On this basis, we forecast that pro forma debt to EBITDA, as fully adjusted by Standard & Poor's, will rise to about 5.4x in 2015, up from our previous base case in which we expected a ratio well below 4.0x, before gradually declining to less than 5x in 2016 and below 4x in 2017," S&P added. S&P applies a one-notch negative adjustment to the rating, reflecting its expectation of Tele Columbus' weak near-term cash flow metrics, with expected negative free operating cash flow (FOCF) for the combined entity in 2015 and 2016. S&P bases this anticipation on the company's cash spending on modernization of both the Tele Columbus and PrimaCom networks. In S&P's base case, it assumes: -- Pro forma revenue growth for the combined entity of about 4% in 2015, picking up to more than 5% in 2016 as both Tele Columbus and PrimaCom successfully cross- and up-sell broadband and telephony services into their cable TV customer base, supported by progress with the companies' network upgrade programs. -- Rising pro forma EBITDA margins, as adjusted by the company, of about 47% in 2015 and more than 48% in 2016, compared with 46.5% for Tele Columbus in 2014, thanks to revenue growth coupled with savings on third-party TV signal fees, as the company migrates a growing share of customers to its own back-bone network. -- Capital expenditures, on a pro forma basis, of between 36% and 44% of sales for the combined entity in 2015 and 2016, then declining markedly from 2017. -- Moderate amounts of integration costs in 2015 and 2016, offset by the gradual ramp-up of synergies, mainly from 2016. -- Successful equity rights issue in the second half of 2015 and subsequent repayment of Tele Columbus' new EUR125 million equity bridge facility as well as a substantial proportion of the new second-lien facility. -- No dividend payments in 2015 and 2016. Based on these assumptions, S&P arrives at these credit measures for Tele Columbus: -- Pro forma Standard & Poor's adjusted debt to EBITDA of about 5.4x, compared with less than than 4x in its previous forecast, and then strengthening to 4.6x-4.8x in 2016 and to below 4x in 2017. -- Pro forma Standard & Poor's adjusted funds from operations (FFO) to debt of about 14% in 2015, rising to 15%-17% in 2016. -- Significant negative reported FOCF in the EUR40 million- EUR60 million range in 2015, before improving substantially in 2016 and turning positive in 2017. S&P's negative outlook on Tele Columbus reflects S&P's view that, after acquiring PrimaCom, the company may not deleverage as much as S&P expects in its base case, undermining prospects for achieving Standard & Poor's adjusted debt to EBITDA at below 5x and breakeven FOCF by the end of 2016. This scenario could unfold as a result of weaker EBITDA growth or lower debt reduction in the second half of 2015 than S&P currently anticipates, or further debt-funded acquisitions. S&P could lower the rating if it thinks that Tele Columbus is unlikely to deleverage as quickly as S&P expects. More specifically, S&P would consider a downgrade if it thinks that Standard & Poor's adjusted debt to EBITDA will remain significantly and sustainably above 5x, with FOCF not stabilizing at break-even by the end of 2016 as S&P currently anticipates. This could be the case if the potential rights issue planned for the second half of 2015 results in lower proceeds and debt reduction than S&P currently anticipates or if Tele Columbus' EBITDA growth is weaker than S&P expects in its base case, for example due to difficulties with integrating PrimaCom. Furthermore, such a scenario could materialize due to further debt-funded acquisitions. S&P could revise the outlook to stable if Tele Columbus integrates PrimaCom smoothly and successfully executes its network modernization program, supporting an increasing penetration of bundled offers in its customer base and the migration of most customers to its own network, while strengthening FOCF towards 5% of adjusted debt and Standard & Poor's adjusted debt to EBITDA to sustainably below 5x. =========== G R E E C E =========== GREECE: Banks to Undergo Asset Quality Review This Month -------------------------------------------------------- AFP reports that Greek banks are in a vulnerable position owing to outflows of billions of euros (dollars) from deposits over the past six months. Some EUR40 billion (GBP28 billion) has been withdrawn from Greek banks since December AFP says, citing the bank association. According to weekend reports, the top four lenders -- National Bank, Piraeus Bank, Alpha Bank and Eurobank -- will undergo an asset quality review later this month, AFP notes. Stress tests will follow in the autumn to determine the recapitalization requirements of each bank with European rescue funds, AFP discloses. Greek officials want to complete the operation before new European regulations come into effect from Jan. 1, AFP states. As of 2016, bank shareholders and depositors will foot the lion's share of recapitalization costs-- a process known as "bail-in" -- instead of European taxpayers, AFP relays. ============= I R E L A N D ============= GILSON MOTOR: Gilsons Get 5-Year Disqualification as Director ------------------------------------------------------------- Tim Healy at Independent.ie reports that model and TV presenter Glenda Gilson is to be restricted in her involvement in any company for five years under a High Court order. Glenda's bother, Damien, is to be disqualified from acting as a director of any company for the same period, Independent.ie discloses. The orders arise out of the siblings' involvement as directors of a failed company, which traded in high value motor vehicles, Independent.ie notes. Gary Lennon, who was appointed liquidator of Gilson Motor Company Ltd., Sir John Rogerson's Quay, Dublin, sought the orders, Independent.ie relates. Arising out of the liquidation, Mr. Lennon applied to the court, under the 1990 Companies Act, seeking to have Damien Gilson disqualified from acting as a company director for a period of five years, Independent.ie relays. He also sought an order restricting Ms Gilson from acting as a company director for five years unless certain capital requirements for the company are met, Independent.ie states. According to Independent.ie, among the reasons for seeking the orders were that no proper books and records were kept by the company. The liquidator, as cited by Independent.ie, said company funds were diverted into accounts for the purpose of defrauding Revenue, the main creditor of the company, for the purposes of deliberate avoidance of paying the company's taxes. Gilson Motor Company Ltd. is a motor company. Its business included trading in high-value vehicles, and engaged in a car parking and valeting service from a premises at Sir John Rogerson's Quay, Dublin. ========= I T A L Y ========= ITALCEMENTI: S&P Revises Outlook to Dev. & Affirms 'BB/B' CCRs -------------------------------------------------------------- Standard & Poor's Ratings Services said that it had revised its outlooks on Italy-based cement manufacturer Italcementi SpA and its core subsidiary Ciments Francais S.A. to developing from stable. At the same time, S&P affirmed its 'BB/B' long- and short-term corporate credit ratings on both companies. The rating actions follow the announcement of HeidelbergCement AG (not rated) that it had entered into an agreement to purchase Italmobiliare S.p.A.'s 45% shareholding in Italcementi. The purchase price is approximately EUR1.67 billion, which HeidelbergCement expects to pay in cash and through share issuance. The closing of the transaction is subject to customary conditions, including approval by the competition authorities, particularly in Europe and the U.S. S&P understands that after the sale of the 45% stake closes, which is expected during 2016, HeidelbergCement will launch a takeover offer for the remaining Italcementi shares. HeidelbergCement has also announced it will pursue some asset disposals, comprising the sale of Italcementi's noncore assets to Italmobiliare. HeidelbergCement is one of the largest cement producers operating in cement, concrete, and downstream activities. It reported about EUR13 billion in revenues as of year-end 2014, and has a wide geographic presence in more than 40 countries. Over the next few months, S&P intends to review the transaction and assess HeidelbergCement's creditworthiness, as well as Italcementi's and Ciments Francais' group status under the potential new parent. As a result, S&P may revise its outlooks on Italcementi to positive, stable, or negative. S&P would take any rating action as a result of the acquisition after the full acquisition transaction is completed, which S&P anticipates will be in the second half of 2016. "We continue to view Italcementi's business risk profile as "satisfactory." The Italcementi group's wide geographic diversification and strong regional position are key elements in our assessment of its satisfactory competitive position. At this time, the group's adjusted EBITDA margin compares unfavorably with that of its closest peers. This mainly reflects the group's significant exposure to the considerably downsized Italian market. Italcementi benefits from relatively high entry barriers and robust market shares in its main markets, given the industry's capital intensity, the high cost of transporting heavy materials, and the limited substitution and technological risks across the industry. These positives are tempered by a highly energy-intensive business model. The group is exposed to the moderately high cyclicality and seasonality inherent in the building materials industry," S&P said. "We view Italcementi's financial risk profile as "aggressive," based on its large exposure to the Italian market, which has resulted in negative cash flow generation over the past few years. To some extent, this also reflects the group's expansion strategy in the past decade, which translated into moderately high debt compared with the business' cyclicality. The industry's capital intensity is a structural constraint because it requires significant capital expenditure and seasonal swings in working capital. As a result, we project Italcementi's adjusted funds from operations to debt at 14%-16%, and adjusted debt to EBITDA at 4.1x-4.3x in 2015, followed by modest improvement to 15%-17% and 3.9x-4.1x respectively in 2016," S&P added. The developing outlooks on Italcementi and Ciments Francais indicate that S&P may raise, lower, or affirm the ratings, depending on its view of the companies' creditworthiness as a result of the acquisition by HeidelbergCement. If S&P concludes that Italcementi and Ciments Francais' creditworthiness will remain unchanged after the acquisition, or if the transaction does not close, S&P will likely revise the outlooks to stable. S&P could consider a positive rating action if it concluded that Italcementi and Ciments Francais' creditworthiness will improve as a result of the acquisition. This may happen if S&P determined that HeidelbergCement's post-acquisition creditworthiness is stronger than our current assessment of the Italcementi group, which could stem from a stronger business risk profile due to wider geographic diversity. S&P could consider a negative rating action if it concluded that Italcementi and Ciments Francais' creditworthiness will worsen as a result of the acquisition. This may happen if S&P determined that HeidelbergCement's post-acquisition creditworthiness is weaker than that of Italcementi group, possibly reflecting deterioration of the financial risk profile due to higher debt or erosion of liquidity. VENUS-1 FINANCE: Fitch Cuts Ratings on 4 Note Classes to 'Csf' -------------------------------------------------------------- Fitch Ratings-London-31 July 2015: Fitch Ratings has downgraded Venus-1 Finance S.r.l.'s class A, B, C and D floating rate notes due 2019 and affirmed class E as follows: EUR15.1 million class A (IT0004148026) downgraded to 'Csf' from 'CCCsf'; Recovery Estimate (RE) 10% EUR8.2 million class B (IT0004148034) downgraded to Csf' from 'CCCsf'; RE 0% EUR6.3 million class C (IT0004148042) downgraded to 'Csf' from 'CCsf'; RE 0% EUR9.1 million class D (IT0004148059) downgraded to 'Csf' from 'CCsf'; RE 0% EUR6.5 million class E (IT0004148067) affirmed at 'Csf'; RE 0% The transaction is the securitization of two portfolios of non- performing loans (NPLs), Monviso 1 and Monviso 2, both originated by Sanpaolo IMI Group (now Intesa Sanpaolo S.p.a.; BBB+/Stable/F2) and acquired in 2005 by ABN Amro Bank N.V. (A/Stable/F1). At the cut-off date in June 2006, the two portfolios comprised 21,911 borrower positions for a total gross book value (GBV) of EUR303.2 million. The aggregate portfolio consisted mainly of unsecured NPLs (86% of GBV), with the remaining 14% made up of mortgage secured NPLs. KEY RATING DRIVERS The downgrades reflect the ongoing decline in the pace of collections combined with the elevated cost margin. These factors leave very little net recoveries with which to service the notes, let alone repay principal. No amortization has occurred for two years, and without an imminent increase in collections, the release of funds tied up in the courts or a reduction in costs, it is unlikely that further principal repayments will occur by note maturity. Gross collections since closing totaled EUR83.8 million, largely in line with Fitch's revised base case. However, higher than expected costs (including a servicer remuneration scheme which envisages a fee on outstanding GBV and collections) continue to weigh on issuer available funds, which have been further depressed by a slow-down in the pace of collections. While the July 2015 servicer data on the underlying Monviso 1 and 2 portfolios has not yet been published, a note statement confirmed that no principal payment on the notes occurred in July 2015. Only 1% of the class A notes has been repaid since July 2012. The liquidity facility (LF), which covers interest shortfalls on the class A to D notes, was drawn down to meet class D coupons in January 2015, while the class E notes were behind with their interest by EUR0.7m. Rising arrears on junior note interest (which unusually ranks ahead of principal in all circumstances) combined with likely drawings on the LF will diminish the amount of principal payments that can be made, reflected in the downgrades as well as the 10% Recovery Estimate on the class A notes (the latter not confined by bond maturity). The servicing agreements for the Monviso servicer expired in 2015. A short-term extension until December 2015 was agreed by noteholders to allow time to renegotiate terms. Fitch understands that there is a proposal to extend the agreement until bond maturity in 2019, with no clarity regarding recoveries beyond that point. Negotiation could see a change in servicer remuneration, although Fitch has no visibility on actual costs incurred servicing the portfolio, and therefore cannot assume noteholders have bargaining power. The transaction continues to show high concentration in unsecured loans (92%) compared with secured; in claims to corporates (47%) compared to individuals; and in claims in the south of Italy (45%). These exposures all have lower historical recovery rates (RRs) than the overall portfolio. However, 69% of remaining claims (by number) are for EUR10,000 or less, with smaller loans generally achieving higher RRs. The overall RR on resolved loans (94.5%) is satisfactory. However, it is the slow pace of collections combined with high costs and delays in the Italian courts that are responsible for the weak creditworthiness of the notes. With four years remaining until bond maturity, Fitch views note default as all but inevitable. RATING SENSITIVITIES Should recovery volumes increase significantly from recent levels, e.g. as the result of a cost reduction, the Recovery Estimate on the class A could be revised upwards. DUE DILIGENCE USAGE No third party due diligence was provided or reviewed in relation to this rating action. DATA ADEQUACY Fitch has checked the consistency and plausibility of the information it has received about the performance of the asset pool and the transaction. There were no findings that were material to this analysis. Fitch has not reviewed the results of any third party assessment of the asset portfolio information or conducted a review of origination files as part of its ongoing monitoring. Fitch did not undertake a review of the information provided about the underlying asset pool ahead of the transaction's initial closing. The subsequent performance of the transaction over the years is consistent with the agency's expectations given the operating environment and Fitch is therefore satisfied that the asset pool information relied upon for its initial rating analysis was adequately reliable. Overall, Fitch's assessment of the information relied upon for the agency's rating analysis according to its applicable rating methodologies indicates that it is adequately reliable. ===================== N E T H E R L A N D S ===================== PANTHER CDO III: S&P Raises Ratings on 2 Note Classes to B ---------------------------------------------------------- Standard & Poor's Ratings Services raised its credit ratings on Panther CDO III B.V.'s class A, B, C1, C2, D1, D2, and Q comb notes. The upgrades follow S&P's assessment of the transaction's performance using data from the June 4, 2015 note valuation report. S&P subjected the capital structure to a cash flow analysis to determine the break-even default rate for each rated class of notes at the respective rating level. In S&P's analysis, it used the reported portfolio balance that it considers to be performing, the current weighted-average spread, and the weighted-average recovery rates that S&P considered to be appropriate. S&P applied various cash flow stress scenarios, using different default patterns, in conjunction with different interest rate stress scenarios for each liability rating category as outlined in S&P's criteria. "In our analysis, we have observed that the portfolio balance has reduced since our previous review on Nov. 4, 2013. This is mainly due to the deleveraging of the senior notes following the reinvestment period, which has increased the available credit enhancement for all classes of rated notes. The class A notes, which S&P rates based on the timely payment of interest and ultimate repayment of principal, have amortized to a note factor (the current notional amount divided by the notional amount at closing) of approximately 21.8%. S&P has observed that the assets that it considers to be rated in the 'CCC' category ('CCC+', 'CCC', and 'CCC-') and defaulted assets (rated 'CC', 'C', 'SD' [selective default], and 'D') have reduced in notional terms compared with S&P's previous review. As a result, the collateral portfolio has experienced a positive rating migration. The weighted-average spread earned on the portfolio has also decreased to 1.35% from 1.90% at S&P's previous review. The par coverage tests continue to be above the required levels for all classes of notes. The interest coverage tests are passing too, however the levels for the class C and D notes' interest coverage tests have decreased since S&P's previous review due a decrease in the weighted-average spread. The issuer has entered into a fixed-to-floating interest rate swap with Merrill Lynch International (A/Positive/A-1) at closing. In S&P's opinion, the documented downgrade provisions do not fully comply with its current counterparty criteria. Therefore, in S&P's cash flow analysis, it has assumed that there is no interest rate swap in the transaction in rating scenarios that are above the long-term issuer credit rating on the counterparty plus one notch. Under S&P's nonsovereign ratings criteria and following the stresses that it applies by not giving credit to the fixed-to- floating interest rate swap, the results of S&P's cash flow analysis indicate that the class A notes can sustain defaults at a higher rating than currently assigned. S&P's cash flow results show that the available credit enhancement for the class A notes is commensurate with a 'AA- (sf)' rating. S&P has therefore raised to 'AA- (sf)' from 'A- (sf)' its rating on the class A notes. Due to the class A notes' amortization, S&P considers the increased credit enhancement for the class B, C-1, C-2, D-1, and D-2 notes to be commensurate with higher ratings than those previously assigned. S&P has therefore raised to 'A+ (sf)' from 'BBB (sf)' its rating on the class B notes, to 'BBB+ (sf)' from 'BB+ (sf)' its ratings on the class C-1 and C-2 notes, and to 'B (sf) from 'CCC+ (sf)' its ratings on the class D-1 and D-2 notes. The class Q combination (Comb) notes comprise the class C-2 (66.7%) and subordinated notes' (33.3%) components. Their rated balance has decreased to EUR4.01 million from EUR8.10 million at closing through interest distributions from their components. The results of S&P's cash flow analysis indicate that the class Q Comb notes can sustain the stresses that S&P applies at a 'A-p (sf)' rating level. S&P has therefore raised to 'A-p (sf)' from 'BBB-p (sf)' its rating on the Q Comb notes. Panther CDO III is a cash flow collateralized debt obligation (CDO) of mixed assets that closed in 2005. The transaction consists of bonds, structured finance securities, leveraged loans, high-yield securities, and other debt obligations. M&G Investment Management Ltd. acts as transaction manager. RATINGS LIST Class Rating To From Panther CDO III B.V. EUR401.65 Million Fixed- and Floating-Rate Notes Ratings Raised A AA- (sf) A- (sf) B A+ (sf) BBB (sf) C-1 BBB+ (sf) BB+ (sf) C-2 BBB+ (sf) BB+ (sf) D-1 B (sf) CCC+ (sf) D-2 B (sf) CCC+ (sf) Q Comb A-p (sf) BBB-p (sf) =========== P O L A N D =========== PBG SA: Inks Debt Restructuring Agreement with Creditors -------------------------------------------------------- Maciej Martewicz at Bloomberg New reports that PBG SA signed a debt restructuring agreement with its financial creditors. According to Bloomberg, the deal was signed with Pekao, BZ WBK, PKO, ING Slaski, DNB Polska, Raiffeisen Polska, Millennium, FM Bank PBP and KBC Polish mutual funds. At an August 3-5 meeting creditors will vote to allow the company to pay back from 8%-21% of its debt and to swap part of other debt into company's shares, Bloomberg discloses. The company will sell new bonds to partially pay back debt, Bloomberg says. The company's stake in Rafako unit will serve as collateral in the deal, Bloomberg notes. Financial creditors will hold 75% in PBG, Bloomberg states. According to Bloomberg, Deputy CEO Kinga Banaszak-Filipiak says in e-mailed statement getting approval during Aug. 3-5 seems to be "a formality" now. PBG SA is Poland's third largest builder. PBG secured court bankruptcy protection for debt restructuring proceedings in June 2012, after signing a stand-down agreement with its banking creditors in May. =========== R U S S I A =========== CB BANK: Put Under Provisional Administration; License Revoked -------------------------------------------------------------- The Bank of Russia, by its Order No. OD-1915 dated August 3, 2015, revoked the banking license of Moscow-based credit institution CB Bank of Settlements and Savings LLC. The Bank of Russia took such an extreme measure -- revocation of the banking license -- because of the credit institution's repeated violations within a year of the requirements of Articles 6 and 7 (except for Clause 3 of Article 7) of the Federal Law "On Countering the Legalisation (Laundering) of Criminally Obtained Incomes and the Financing of Terrorism" and Bank of Russia regulations issued in accordance with the said Federal Law. CB Bank of Settlements and Savings LLC violated legislation and Bank of Russia regulations on countering the legalization (laundering) of criminally obtained incomes and the financing of terrorism in terms of timely and proper notification of the authorized body about operations subject to obligatory control. Besides, the credit institution's rules of internal controls on AML/CTF failed to meet Bank of Russia regulations. Besides, the credit institution was involved in dubious operations connected with overseas money transfer in significant amounts. The management and owners of the credit institution did not take measures to normalize its activities. The Bank of Russia, by its Order No. OD-1916 dated August 3, 2015, appointed a provisional administration to CB Bank of Settlements and Savings LLC for the period until the appointment of a receiver pursuant to the Federal Law "On Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the Federal Law "On Banks and Banking Activities". In accordance with federal laws, the powers of the credit institution's executive bodies are suspended. CB Bank of Settlements and Savings LLC is a member of the deposit insurance system. The revocation of banking license is an insured event envisaged by Federal Law No. 177-FZ "On Insurance of Household Deposits with Russian Banks" regarding the bank's obligations on deposits of households determined in accordance with legislation. According to the financial statements, as of July 1, 2015, CB Bank of Settlements and Savings LLC ranked 322nd by assets in the Russian banking system. DALETBANK JSC: Under Provisional Administration; License Revoked ---------------------------------------------------------------- The Bank of Russia, by its Order No. OD-1917 dated August 3, 2015, revoked the banking license of Moscow-based credit institution OJSC JSCB DALETBANK JSC. The Bank of Russia took such an extreme measure -- revocation of the banking license -- because of the credit institution's repeated violation within a year of the requirements of Article 7 (except for Clause 3 of Article 7) of the Federal Law "On Countering the Legalisation (Laundering) of Criminally Obtained Incomes and the Financing of Terrorism", and Bank of Russia regulations issued in compliance with the said federal law. DALETBANK did not comply with legislation and Bank of Russia regulations on legalization (laundering) of criminally obtained incomes and financing of terrorism with respect to identification of its customers. Besides, the credit institution was involved in dubious operations connected with overseas money transfers in significant amounts. The Bank of Russia, by its Order No. OD-1918, dated August 3, 2015, appointed a provisional administration to DALETBANK for the period until the appointment of a receiver pursuant to the Federal Law "On Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the Federal Law "On Banks and Banking Activities". In accordance with federal laws, the powers of the credit institution's executive bodies are suspended. DALETBANK is a member of the deposit insurance system. The revocation of banking license is an insured event envisaged by Federal Law No. 177-FZ "On Insurance of Household Deposits with Russian Banks" regarding the bank's obligations on household deposits determined in accordance with the legislation. According to the financial statements, as of July 1, 2015, JSCB DALETBANK JSC ranked 722nd by assets in the banking system of the Russian Federation. DAGENERGOBANK LLC: Assets Insufficient to Meet Creditors' Claims ---------------------------------------------------------------- During the inspection of financial standing of the credit institution, the provisional administration of Dagenergobank LLC appointed by Bank of Russia Order No. OD-618, dated March 24, 2015, due to the revocation of its banking license, revealed that the value of assets of Dagenergobank LLC did not exceed 2,150.4 million rubles, while its obligations to creditors amounted to 2,669.6 million rubles. The main reason for insufficiency of the bank's assets to fully meet creditors' claims is the revealed asset withdrawal through issuing loans to borrowers with dubious creditworthiness and making contracts on disposal of assets previously received under accord and satisfaction agreements without payment for the disposed assets in the total amount of over 900 million rubles. Besides, the former management of the bank failed to provide the provisional administration with documents of title for real estate worth over 100 million ruble. Under these circumstances, on June 4, 2015, the Arbitration Court of the Republic of Dagestan adjudicated to recognize Dagenergobank as insolvent (bankrupt) and to initiate bankruptcy proceedings. The state corporation Deposit Insurance Agency was appointed as a receiver. The Bank of Russia submitted the information on financial transactions bearing the evidence of the criminal offence conducted by the former management and owners of Dagenergobank LLC to the Prosecutor General's Office of the Russian Federation, the Ministry of Internal Affairs of the Russian Federation and the Investigation Committee of the Russian Federation for consideration and procedural decision making. IZHMASH: U.S. Sanctions Surprising, Spokesperson Says ----------------------------------------------------- Interfax reports that a spokesperson for Izhmash's liquidator on July 31 said the company which has gone bankrupt and is currently in liquidation, has ceased manufacturing so it cannot possibly have any relations with the United States or Europe. The spokesperson said cooperation with the Kalashnikov Concern is maintained only as part of the bankruptcy procedure, so the U.S. sanctions are surprising and bewildering, Interfax relates. On July 30, the U.S. authorities extended their sanctions list by adding, in particular, the Izhevsk Mechanical Plant and the Izhmash Concern as the affiliated companies of the Kalashnikov Concern, which has already been on the list, Interfax recounts. "Effectively, we no longer conduct any business, no manufacturing, we do not produce anything. In fact, we do not even have any assets left, the company is going into liquidation," Interfax quotes the spokesman as saying. He also said that the company currently cooperates with Kalashnikov "in terms of the bankruptcy procedure only, the Kalashnikov Concern being its main creditor", Interfax notes. "This should not have any effect on our [bankruptcy] procedure because our company is in liquidation and we act within Russian, not international law; in fact we maintain no international relations, let alone with representatives of the U.S. or Europe," the spokesman, as cited by Interfax, said. Before 2011, the Izhmash Concern was part of Izhmash Group, Interfax discloses. In September 2011, the company was declared bankrupt and started bankruptcy proceedings, Interfax recounts. Izhmash is based in Russia. SME BANK: S&P Maintains 'BB+/B' ICRs on CreditWatch Negative ------------------------------------------------------------ Standard & Poor's Ratings Services said that it had maintained its CreditWatch with negative implications on its 'BB+/B' foreign currency long- and short-term and 'BBB-/A-3' local currency long- and short-term issuer credit ratings on Russia-based SME Bank. The CreditWatch reflects the uncertainty related to the Russian government's decision to transfer SME Bank from Vnesheconombank (VEB) to the new joint-stock company, Federal Corporation for The Development of Small and Medium Entreprises (FCDSME), as per a presidential decree dated June 5, 2015. S&P understands that the government has requested that VEB transfer 100% of its shares in SME Bank into FCDSME. VEB will later exchange all 100% of these shares for a share in FCDSME. However, the timing of both actions is uncertain. The ownership change will likely affect SME Bank's status as a core subsidiary of VEB, a government-related entity (GRE) with an almost certain likelihood of timely and sufficient extraordinary support from the Russian Federation, as defined in S&P's GRE criteria. In the absence of details on the ownership transfer, S&P currently regards SME Bank as a core subsidiary of VEB because there are incentives for VEB to provide support during the transition period. SME Bank plays an important role in the implementation of the federal government's program for the development of the small and midsize enterprise (SME) sector, one of the government's priorities that SME Bank takes care of directly. Depending on the final set-up of FCDSME, S&P might reconsider its high assessment of the likelihood of timely and sufficient extraordinary support for SME Bank from the Russian government. S&P's current assessment of the likelihood of extraordinary support is based on its view of SME Bank's important role for Russia, in addressing deficits in the SME financing market and in decreasing interest rates for the sector, and S&P's view of the bank's integral link with the government, due to the state's full ownership of SME Bank via VEB and its strong oversight of the bank's business and financial plans. S&P's revision of the funding and liquidity assessment resulted in a change of our stand-alone credit profile (SACP) for SME Bank to 'b' from 'b+'. This has had, however, a neutral impact on the 'BB+/B' foreign currency and 'BBB-/A-3' local currency ratings, which incorporate S&P's expectation of the extraordinary support to SME Bank from VEB. SME Bank's SACP reflects the 'bb-' anchor for a bank operating primarily in Russia. Strong capitalization is the basic element supporting SME Bank's financial strength, in S&P's opinion. However, it is uncertain whether VEB's annual capital Injections -- amounting to 10% of its annual profits -- to SME Bank will continue. S&P's assessment of the bank's SACP results from its view of its business position as moderate, which reflects its adequate strategy and business stability and only moderate concentration, and its risk position as moderate, which shows our view of the risks related to lending to many Russian small and midsize financial institutions, especially in the current macroeconomic conditions that S&P considers to be challenging for the Russian banking sector. S&P now assess SME Bank's funding and liquidity as moderate (from adequate previously). The revision reflects S&P's concerns related to SME Bank's rather high dependence on VEB funding and liquidity support, the sustainability of its liquidity position without the support from VEB, and the lack of clarity on the funding support from VEB after the planned change in the ownership structure. S&P aims to resolve the CreditWatch within the next three months and after it receives more information on how the ownership transfer to FCDSME will affect the role of SME Bank within the VEB group, as well as the impact on SME Bank's SACP. Once SME Bank loses its core status for VEB in the absence of potential mitigating factors, S&P might lower the ratings on SME Bank. The magnitude of the potential downgrade would depend on the degree of support from the VEB group after the ownership transfer, potential support from FCDSME, S&P's view of the likelihood of extraordinary government support (which includes S&P's reassessments of SME Bank's role for and link with the government). S&P would affirm the ratings should it believes that expectations of support from VEB, FCDSME, or the state lead S&P to continue equalizing the ratings with those on Russia. SNCI FSC: Put Under Provisional Administration, License Revoked ---------------------------------------------------------------- The Bank of Russia, by its Order No. OD-1919 dated August 3, 2015, revoked the banking license of Astrakhan-based credit institution JSC Settlements Non-bank Credit Institution Financial and Settlements Centre. The Bank of Russia took such an extreme measure -- revocation of the banking license -- because of the credit institution's failure to comply with federal banking laws and Bank of Russia regulations, repeated violations within a year of the requirements of Article 7 (except for Clause 3 of Article 7) of the Federal Law "On Countering the Legalisation (Laundering) of Criminally Obtained Incomes and the Financing of Terrorism" and Bank of Russia regulations issued in accordance with the said Federal Law, and application of supervisory measures envisaged by the Federal Law "On the Central Bank of the Russian Federation (Bank of Russia)". SNCI FSC violated legislation and Bank of Russia regulations on countering the legalization (laundering) of criminally obtained incomes and the financing of terrorism in terms of notification of the authorized body about operations subject to obligatory control. The credit institution's rules of internal controls on countering the legalization (laundering) of criminally obtained incomes and the financing of terrorism failed to meet Bank of Russia regulations. Besides, SNCI FSC was involved in dubious transit operations aimed at cash withdrawal. The management and owners of the credit institution did not take measures to normalise its activities. The Bank of Russia, by its Order No. OD-1920 dated August 3, 2015, appointed a provisional administration to JSC SNCI FSC for the period until the appointment of a receiver pursuant to the Federal Law "On Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the Federal Law "On Banks and Banking Activities". In accordance with federal laws, the powers of the credit institution's executive bodies are suspended. According to the financial statements, as of July 1, 2015, JSC SNCI FSC ranked 791st by assets in the Russian banking system. VNESHECONOMBANK: S&P Affirms 'BB+/B' Issuer Credit Ratings ---------------------------------------------------------- Standard & Poor's Ratings Services said that it had affirmed its 'BB+/B' long- and short-term foreign currency issuer credit ratings and its 'BBB-/A-3' long- and short-term local currency issuer credit ratings on Russian government-owned development bank Vnesheconombank (VEB). The outlooks remain negative. "We base the ratings on our opinion of VEB as a government- related entity (GRE) with an almost certain likelihood of receiving timely and sufficient extraordinary support from the Russian government in the event of financial difficulties. Accordingly, we equalize our ratings on VEB with those on Russia, although we have revised our assessment of VEB's stand-alone credit profile (SACP) to 'b-' from 'b'," S&P said. In accordance with S&P's criteria for GREs, S&P bases its view that there is an almost certain likelihood of extraordinary government support on S&P's assessment of VEB's: -- Critical role for Russia as the government's prime public development institution, a role that cannot be readily undertaken by a private entity. -- The VEB group's assets currently represent about 5.5% of Russia's GDP; and -- Integral link with Russia. This is because of VEB's unique status as a state corporation operating under the law "On The Bank For Development," with strong oversight from the federal government and the prime minister heading the supervisory board. Moreover, the government has a proven track record of timely supporting VEB in all circumstances, including through a recent US$6.0 billion subordinated deposit to VEB. Furthermore, high-ranking government and central bank officials have reiterated the government's strong commitment to VEB after the imposition of U.S. sanctions. VEB's strong business position stems from its unique status as a primary state development institution in Russia. It is a prime source of long-term bank funding for complex investment projects in infrastructure, machinery, and other strategic sectors, as defined by Russia's government. S&P's view also reflects VEB's operations in sectors such as pure commercial retail banking and leasing. "Our assessment of capital and earnings as weak reflects our expectation that our projected risk-adjusted capital (RAC) ratio for VEB, before diversification, will stay between 3% and 4% over the next three years. We revised our assessment to weak from moderate mostly because of extremely high credit losses recorded in 2014 and the consequent record high loss (Russian ruble [RUB] 249 billion or US$4 billion), which so far has been only partially replenished by capital injections from the state (RUB37 billion in 2015). We note that, because of the loss, our RAC ratio for VEB before diversification declined to 4.1% as of the end of 2014, compared with 6.95% at year-end 2013. We do not include in our calculation of total adjusted capital subordinated deposits received from the National Welfare Fund, as we believe that they have minimum equity content. Still, we believe that existing and expected deposits stabilize VEB's financial profile even though they do not improve our RAC ratio," S&P said. "We see less risk as to VEB's statutory solvency ratio, because this includes the subordinated deposits. We understand that there is significant margin in this ratio, despite the losses in 2014. Meeting this ratio is of utmost importance to VEB, because failure to do so could lead to immediate repayment of certain obligations and therefore lead to liquidity outflows," S&P added. S&P considers VEB's risk position to be weak because of the bank's public policy role and its involvement in government-led projects, especially loss-making ones. According to International Financial Reporting Standards, VEB's overdue loans represented 18.64% of the loan book at year-end 2014, significantly higher than that of Russian banking peers and development institutions globally. VEB's funding is average and its liquidity is moderate, in S&P's opinion. S&P's assessment reflects possible refinancing risks stemming from the negative effect of the U.S. Treasury Department's sanctions on VEB's future capital market access. S&P expects that the government or the central bank would intervene to offset any temporary liquidity shortage -- in particular while sanctions are in place. S&P notes that as of March 31, 2015, VEB had RUB470 billion of liabilities (13.3% of total liabilities) under which counterparties had the right to demand early repayment because of the rating trigger. However, when the ratings were actually lowered owing to the sovereign downgrade in January 2015, the bank received confirmation from its creditors that none of those liabilities was being called. Given VEB's high strategic importance for the government, S&P views the bank's liabilities as resilient to a loss of market confidence. As of March 31, 2015, about 25% of the bank's liabilities stem from the National Welfare Fund, the Russian government, and the central bank. S&P estimates VEB's foreign currency-denominated debt due in 2015-2016 as modest, with some increase expected in 2017. S&P believes that VEB will rely on the government to refinance this debt. The negative outlook on VEB reflects that on Russia, as well as the possibility that S&P could reconsider its assessment of the likelihood of government support. S&P might lower the ratings over the next two years if it saw evidence that VEB's SACP had weakened to the level at which the bank would be vulnerable to nonpayment and depend on favorable business, financial, and economic conditions to be able to meet all its financial commitments. Evidence of a weaker link with or role for the government could also result in a negative rating action on VEB. S&P would also lower the ratings if it took a negative action on Russia. S&P might revise the outlook to stable if it revised the outlook on Russia to stable, and pressure on VEB's assets and liquidity eased or VEB received ongoing support that fully offsets this pressure. ========= S P A I N ========= BBVA RMBS 1: Fitch Affirms 'CCsf' Rating on Class C Notes --------------------------------------------------------- Fitch Ratings has downgraded four and affirmed nine tranches of the BBVA RMBS series, three Spanish prime RMBS originated and serviced by Banco Bilbao Vizcaya Argentaria (BBVA; A-/Stable/F2). KEY RATING DRIVERS Defaults Increase The cumulative volume of reported defaults, defined as loans in arrears over 12 months, had increased to 4% in BBVA 1 and 2 from 3.7% and 9.7% in BBVA 3 from 9% of the initial pool balance as of June 2015. In addition, Fitch received information about subjective defaults, which are loans where the underlying property has been taken into possession by the SPV prior to the loan reaching the 12-months default classification (doubtful loans). As a result, Fitch estimates the cumulative balance of defaults, including subjective defaults, has reached 5.4% in BBVA 1 and in BBVA 2 and 12.5% in BBVA 3 of the initial portfolio balance. Subjective defaults increase the uncertainty about the transactions' future performance, especially as the arrears ratios do not offer a meaningful indicator of collateral performance trends. For example, the balance of loans in arrears over 90 days stands between 0.5% (BBVA 1) and 0.8% (BBVA 3) of the current pool as of June 2015. Reduced Credit Support The recognition of subjective defaults in Fitch's analysis implies a reduction in the credit support available to the rated notes. Although credit enhancement is still adequate to support the ratings and withstand associated stresses for BBVA 1, it is one of the main drivers, combined with weak asset performance, of the downgrade of the senior and mezzanine notes in BBVA 2. Large Pipeline of Unprovisioned Defaults Subjective defaults imply that the outstanding balance of defaulted loans which are not fully provisioned (unprovisioned defaults) is larger than currently reported by the trustee in the range of 0.7% (BBVA 1) and 10.9% (BBVA 3) of outstanding note balances. The agency estimates that the balance of unprovisioned defaults including subjective defaults ranges between 3.2% (BBVA 1) and 15.9% (BBVA 3) of the current notes' balance. Payment Holidays, Loan Modifications Fitch notes that between 9% (BBVA 1) and 21.8% (BBVA 3) of the current pools are currently on payment holidays. In addition, between 0.8% (BBVA 2) and 1.2% (BBVA 3) of the current portfolios have undergone an extension of their original maturity. Fitch attached higher probabilities of default to these loans to account for the weaker borrower profile, compared with loans that are not exercising the payment holiday option. This factor contributed to the downgrades of BBVA 2 and the Negative Outlook on BBVA 1. Recovery Expectations Fitch received information on real estate foreclosures that showed repossessed properties have been sold with an average discount of 60% from their original values. As a result, the agency increased its standard Spanish market value decline assumption to account for this effect when deriving recovery expectations on future defaults of the securitized portfolios. RATING SENSITIVITIES Deterioration in asset performance or recovery expectations beyond Fitch's assumptions would trigger negative rating action. DUE DILIGENCE USAGE No third party due diligence was provided or reviewed in relation to this rating action. DATA ADEQUACY Fitch has checked the consistency and plausibility of the information it has received about the performance of the asset pool and the transaction. There were no findings that were material to this analysis. Fitch has not reviewed the results of any third party assessment of the asset portfolio information or conducted a review of origination files as part of its ongoing monitoring. Fitch did not undertake a review of the information provided about the underlying asset pools ahead of the transactions' initial closing. The subsequent performance of the transactions over the years is consistent with the agency's expectations given the operating environment and Fitch is therefore satisfied that the asset pool information relied upon for its initial rating analysis was adequately reliable. Overall, Fitch's assessment of the information relied upon for the agency's rating analysis according to its applicable rating methodologies indicates that it is adequately reliable. MODELS EMEA RMBS Surveillance Model. BBVA RMBS 1, FTA: Class A2 (ISIN ES0314147010): affirmed at 'BBsf'; Outlook Negative Class A3 (ISIN ES0314147028): affirmed at 'BBsf'; Outlook Negative Class B (ISIN ES0314147036): affirmed at 'CCCsf'; Recovery Estimate 60% Class C (ISIN ES0314147044): affirmed at 'CCsf'; Recovery Estimate 0% BBVA RMBS 2, FTA: Class A2 (ISIN ES0314148018): downgraded to 'CCCsf' from 'Bsf'; Recovery Estimate 95% Class A3 (ISIN ES0314148026): downgraded to 'CCCsf' from 'Bsf'; Recovery Estimate 95% Class A4 (ISIN ES0314148034): downgraded to 'CCCsf' from 'Bsf'; Recovery Estimate 95% Class B (ISIN ES0314148042): downgraded to 'CCsf' from 'CCCsf'; Recovery Estimate 0% Class C (ISIN ES0314148059): affirmed at 'CCsf'; Recovery Estimate 0% BBVA RMBS 3, FTA: Class A1 (ISIN ES0314149008): affirmed at 'CCCsf'; Recovery Estimate 90% Class A2 (ISIN ES0314149016): affirmed at 'CCCsf'; Recovery Estimate 90% Class B (ISIN ES0314149032): affirmed at 'CCsf'; Recovery Estimate 0% Class C (ISIN ES0314149040): affirmed at 'CCsf'; Recovery Estimate 0% =========== T U R K E Y =========== TURKEY: Number of Corporate Bankruptcies to Rise 10% This Year -------------------------------------------------------------- Asia Insurance Review reports that Ozlem Ozuner, chief executive of credit insurance company Euler Hermes Turkey, said the number of corporate bankruptcies in the country will surge by 10% this year due to rising risks in the economy. According to Asia Insurance Review, Ms. Ozuner, as cited by Today's Zama, said that credit insurance risks showed a considerable increase this year and that deterioration in the macroeconomic picture has now become more visible. She said Euler Hermes reports an average loss ratio of 70% each year, Asia Insurance Review notes. Among the sectors that show the highest commercial loan risks are retail, chemical, machinery, textile, construction and metallurgy, Asia Insurance Review discloses. "I cannot say that [companies in] these sectors are bankrupt. There are many firms without difficulties. However, they become more vulnerable to risks as the macroeconomic picture worsens. They are impacted more by fluctuations in foreign exchange rates or they [are likely to] become the first to be influenced by domestic [economic] shrinkage," Asia Insurance Review quotes Ms. Ozuner as saying. One of the worst performing emerging market currencies, the Turkish lira has lost as much as 30% of its value against the US dollar since July 2014, Asia Insurance Review relays. Finance experts, global banks, rating agencies and insurance companies have been persistently warning Turkish companies about their loans in foreign currencies, Asia Insurance Review notes. Prospects could be affected by increasing political and economic challenges, Asia Insurance Review says. A total of 15,822 firms went bankrupt or requested a suspension of discharge from bankruptcy in 2014, Asia Insurance Review relates. =========================== U N I T E D K I N G D O M =========================== AUBURN SECURITIES: S&P Assigns 'B+' Rating to Class F Notes ----------------------------------------------------------- Standard & Poor's Ratings Services assigned its credit ratings to Auburn Securities 9 PLC's class A to F notes. At closing, Auburn Securities 9 also issued unrated class Z1, Z2, and subordinated notes. Since S&P assigned preliminary ratings to this transaction, certain material structural changes have been made, notably the class A to F notes now benefit from higher levels of subordination, which offsets the higher step-up margin for the class A to D notes. Auburn Securities 9 is a securitization of first-lien U.K. buy- to-let mortgage loans. At closing, the issuer purchased a portfolio of U.K. buy-to-let mortgages from Capital Home Loans Ltd. (the seller; CHL), using the note issuance proceeds to purchase the rights to the mortgage loans. At closing, the issuance of subordinated notes funded the reserve fund, which comprises a liquidity reserve fund and a general reserve fund. CHL, which is in S&P's view a specialized and experienced entity in the buy-to-let sector, originated a number of transactions before 2008 via its Auburn shelf, but stopped originating as a result of the global financial crisis. CHL originated all of the loans securitized in this transaction between 1989 and 2008. CHL is the servicer of the transaction, and Homeloan Management Ltd. is the back-up servicer. As CHL no longer originates, the mortgages in this pool are very seasoned, with an average of more than 105 months. The pool has a high concentration in the South East, including London, at 60.53%. Furthermore, 91.83% of the mortgages are interest-only, while the remaining 8.17% pay capital and interest. The transaction benefits from a nonamortizing reserve fund, which was sized at 3% of the class A to Z2 notes at closing. It was funded at closing through part of the issuance of the subordinated notes. The reserve fund comprises a liquidity reserve fund and a general reserve fund. The liquidity reserve fund's required amount is 3.00% of the outstanding balance of all the notes (excluding the subordinated notes) and amortizes as the notes amortize. The liquidity reserve is available to pay for senior fees and interest on the class A and B notes, and following their redemption, on the class C, D, E, and F notes. The general reserve fund's required amount is 3.00% of the outstanding balance of all the notes (excluding the subordinated notes), less the liquidity reserve fund. The amount at closing was therefore 0%. The general reserve is available to cover losses on the class A to F notes and provide credit enhancement to the notes (excluding the class Z notes). The transaction does not have a basis risk swap, and all mortgages are linked to either the Bank of England's base rate (98.2%) or a standard variable rate (1.8%). This exposes the transaction to basis risk stress. S&P has considered this risk in its analysis. The class A to D notes' interest rates are equal to three-month British pound sterling LIBOR, plus a class-specific margin with a step-up margin after the optional redemption date. The class E to Z2 notes are zero coupon notes. S&P's ratings reflect its assessment of the transaction's payment structure, cash flow mechanics, and the results of S&P's cash flow analysis to assess whether the notes would be repaid under stress test scenarios. Subordination, excess spread, and a general reserve fund provide credit enhancement for the notes. Taking these factors into account, S&P considers the available credit enhancement for the rated notes to be commensurate with the ratings that S&P has assigned. RATINGS LIST Ratings Assigned Auburn Securities 9 PLC GBP540.1 Mortgage-Backed Floating-Rate and Zero Coupon Notes (Including GBP36.9 Million Mortgage-Backed Unrated Notes) Class Rating Amount (mil. GBP) A AAA (sf) 396.38 B AA (sf) 47.25 C A (sf) 26.25 D BBB+ (sf) 13.13 E BB+ (sf) 15.75 F B+ (sf) 5.25 Z1 NR (sf) 10.50 Z2 NR (sf) 10.52 Sub NR (sf) 15.90 NR--Not rated. GRIFFIN PLACE: In Liquidation; 140 Jobs Affected ------------------------------------------------ BBC News reports that Griffin Place Communications Limited, a call center in Torfaen which received GBP600,000 funding from the Welsh government, has gone into liquidation. The company employed up to 140 people, with many staff claiming they were sacked days before, BBC relates. According to BBC, Torfaen council confirmed it will be contacting clients employed by the company, while the Welsh government said it would seek formal discussions. PARAGON SECURED: S&P Raises Rating on Class C Notes to 'BB' ----------------------------------------------------------- Standard & Poor's Ratings Services raised its credit ratings on Paragon Secured Finance (No. 1) PLC's class B and C notes. At the same time, S&P has affirmed its rating on the class A notes. The rating actions follow S&P's credit and cash flow analysis of the April 2015 investor reports and loan-level data. The transaction has seen a decrease in arrears. Total arrears have decreased since S&P's July 22, 2013 review and currently represent 13.13% of the pool, up from 16.98%. Moreover, S&P has observed a large increase in seasoning over the same period. The weighted-average seasoning of the loans is now 103 months. S&P's current weighted-average foreclosure frequency (WAFF) calculations have decreased and our weighted-average loss severity (WALS) calculations have decreased for this transaction since S&P's July 2013 review. The current WAFF and WALS at each rating level for this transaction are listed. Rating WAFF (%) WALS (%) level AAA 43.27 99.23 AA 33.22 97.14 A 26.60 92.59 BBB 20.05 89.33 BB 13.52 86.31 B 11.24 82.73 The available credit enhancement for all classes of notes has increased due to the increase in the reserve fund to GBP15.9 million from GBP13.5 million and the deleveraging of the pool. The transaction is currently paying pro rata as all of the documented pro rata triggers are satisfied. S&P has considered this in its cash flow analysis. The reserve fund remains fully funded and there is a high level of excess spread in the transaction. S&P has therefore raised to 'A- (sf)' from 'BBB- (sf)' and to 'BB (sf)' from 'B (sf)' its ratings on the class B and C notes, respectively. S&P has also affirmed its 'AA+ (sf)' rating on the class A notes. The transaction bank account provider is Barclays Bank PLC. Following S&P's June 9, 2015, downgrade of Barclays Bank, it breached its documented replacement trigger. Currently, S&P is still within the remedy period. According to the transaction documents, in order to maintain the current rating on the notes, the transaction bank account provider must take remedial action within the remedy period indicated in S&P's current counterparty criteria. S&P has received a provisional proposal from Paragon Group regarding remedial action, which it is assessing. S&P's credit stability analysis indicates that the maximum projected deterioration that it would expect at each rating level over one- and three-year periods, under moderate stress conditions, are in line with S&P's credit stability criteria. RATINGS LIST Paragon Secured Finance (No. 1) PLC GBP300 mil mortgage-backed floating-rate notes Rating Rating Class Identifier To From A XS0208202415 AA+ (sf) AA+ (sf) B XS0208202688 A- (sf) BBB- (sf) C XS0208202845 BB (sf) B (sf) PREMIER FOODS: Fitch Affirms 'B' Long-Term IDR, Outlook Negative ---------------------------------------------------------------- Fitch Ratings has affirmed UK-based Premier Foods plc's Long-term Issuer Default Rating (IDR) at 'B' with a Negative Outlook. Fitch has also affirmed Premier Foods Finance plc's senior secured rating at 'B' with a Recovery Rating of 'RR4'/32%. The Negative Outlook reflects the recent weak financial performance posted by the company with contracting revenues and profit as the UK packaged food trading environment remains extremely challenging and prone to promotions. We expect funds from operations (FFO) to remain under pressure, especially from fiscal year ending April 2017 (FY17), due to a step-up of pension contributions. Consequently, on an FFO basis, Fitch does not expect the company to achieve any material deleveraging over the rating horizon. If FFO adjusted net leverage remains above 6.0x when pension payments resume, as currently forecast, this will likely erode the group's financial flexibility and could result in a downgrade. The 'B' IDR continues to reflect Premier Foods' robust market position, its continued innovation and marketing efforts, some benefits from the currently lower input costs environment, a strong operating margin and adequate liquidity, offset by the above mentioned weaknesses. KEY RATING DRIVERS No Material Deleveraging Expected Our expectation of weak operating performance resulting in the inability to improve FFO does not allow for material deleveraging prospects over the rating horizon. While management remains focused on paying down debt, Fitch expects that FFO adjusted net leverage will likely rise above 6.7x-6.5x for at least FY17 and FY18 when pension contributions increase after the agreed contribution holiday elapses. This would be incompatible with Premier Foods' 'B' IDR. The expected elevated leverage is due to high interest costs and pension contribution payments which will put pressure on FFO generation. However, Fitch expects Premier Foods to generate neutral to positive FCF thanks to no disbursements for tax, cautious capex spending and a strong EBITDA margin. Reliant on Challenging UK Market Premier Foods operates mainly in the UK and a significant portion of its turnover is from the "big-four retailers" in the UK - Tesco (BB+/Negative), Asda, J Sainsbury's and Morrisons. The shift in consumer shopping behavior from these traditional big retailers to hard discounters, online and convenience stores has gathered pace in the UK, and is strongly affecting Premier Foods' performance. Although Fitch acknowledges the company's efforts in adapting to this challenging environment, for example by launching products tailored for the faster growing hard discount channel, Premier Foods' planned recovery is hampered by its mainly UK presence. In addition to these new shopping behaviors, including people eating out more often, the UK market is currently subject to deflation and strong competitive pressures leading to a high level of promotions. Leading UK Ambient Food Producer The ratings continue to support Premier Foods' position as one of the UK's largest ambient food producers, with a 4.7% market share in the fragmented and competitive GBP28bn UK ambient grocery market. Premier Foods manufactures, distributes and sells a wide range of branded and non-branded food products, across five categories with leading and strongly established brands. The company benefits from its diversity and scale in terms of manufacturing, logistics and procurement in the UK. However, despite its ability to grow the categories in which it operates, Premier Foods mainly competes in very mature segments such as ambient desserts and ambient cakes. This limits its growth prospects and requires high marketing and innovation spending. International Diversification Possibly Distracting While the company's decision to expand outside the UK in Australia, the US and China could provide some diversification, international business is unlikely to contribute meaningfully in the short term given the small proportion (estimated less than 5%) of group profits and could actually be more of a distraction to management. Good Operating Margins Premier Foods reported a weak financial performance for the 52 weeks ending 4 April 2015 with a 4.5% decrease in sales and a decline in trading profit and margin (of -6.4% and -30 bps, respectively). Premier Foods should be able to maintain its EBITDA margin above 18% in FY16 thanks to its important market shares, as well as Fitch's expectation of benefits from lower input costs and cost-saving initiatives. This should enable sufficient flexibility to fund marketing and innovation spending. Senior Secured Notes' Rating The 'B'/'RR4' senior secured rating reflects Fitch's expectations that the enterprise value of the company and the resulting recovery of its creditors (including the pension trustees) would be maximized in a restructuring scenario (going-concern approach) rather than a liquidation due to the asset-light nature of the business as well as the strength of its brands. Furthermore, a default scenario would likely be triggered by unsustainable financial leverage, possibly as a result of weak consumer spending affecting sales and profits or punitive pension deficit contributions. As such, Fitch has applied a 30% discount to EBITDA and a distressed EV/EBITDA multiple of 5.0x reflecting the challenging market conditions in the UK and the reliance on a single country partially offset by a portfolio of strong names. This results in average recoveries (31%-50%), albeit at the low end (32%) for senior secured noteholders in the event of default. KEY ASSUMPTIONS -- Low single digit revenue decrease due to negative market factors with a shift towards discounters and convenience channels and strong competitive pressure leading to high levels of promotions negatively affecting the company's revenue generation -- Slight improvement in profit margin with lower input costs and operating efficiencies offsetting high marketing spending -- Neutral to slightly positive FCF generation despite high interest costs and pension payments thanks to relatively limited working capital outflow and capex spending -- With respect to pension schemes, cash contributions (from FY17) and sharing of security with lenders to remain in line with April 2014 agreements, irrespective of the evolution of the plan's deficit RATING SENSITIVITIES Negative (downgrade to B-): Future developments that could lead to a negative rating action include: -- Failure to stabilize performance with continued revenue decline and margin deterioration with EBITDA falling below 18%. -- Neutral to negative FCF on a sustained basis due to profitability erosion, higher or unexpected capex and increases in pension contribution or funding costs. -- FFO adjusted net leverage remaining around 6.0x by FY17 (pension deficit contributions are deducted from FFO). -- FFO fixed charge coverage below 1.8x on a sustained basis. Positive (revision of the Outlook to Stable): Future developments that could lead to a positive rating action include: -- Evidence of a recovery of financial performance with the reversal of organic revenue decline and the ability to maintain EBITDA margin above 18% after having sufficiently invested in advertising and promotions to protect its market position and drive growth. -- FFO adjusted net leverage trending towards 5.5x (pension deficit contributions are deducted from FFO). -- FFO fixed charge coverage above 1.8x on a sustained basis. -- FCF margin sustainably in positive territory (FY14/15: -4%) after adequate capital investments. ADEQUATE LIQUIDITY Premier Foods' liquidity is adequately supported by a GBP272 million revolving credit facility (RCF) due in March 2019 (currently GBP159 million estimated available), with appropriate covenant headroom. Premier Foods' liquidity also benefits from a lack of material short-term debt maturities over the next four years, apart from the negotiated pension deficit contributions and a GBP80 million securitization facility due in December 2016. The company's liquidity profile is also supported by the expected ability to generate neutral to positive FCF over the rating horizon. =============== X X X X X X X X =============== * Large Companies with Insolvent Balance Sheets ----------------------------------------------- Total Shareholders Total Equity Assets Company Ticker (US$MM) (US$MM) ------- ------ ------ ------ AA LTD 2968492Z LN -3387310342 2941216446 AA PLC AA/EUR EU -3387310342 2941216446 AA PLC AAL PO -3387310342 2941216446 AA PLC AA/GBX EO -3387310342 2941216446 AA PLC 2XA GR -3387310342 2941216446 AA PLC AA/GBX EU -3387310342 2941216446 AA PLC AAAAL S1 -3387310342 2941216446 AA PLC AAL S2 -3387310342 2941216446 AA PLC AA/EUR EO -3387310342 2941216446 AA PLC AA/ IX -3387310342 2941216446 AA PLC AA/ LN -3387310342 2941216446 AA PLC AA/ TQ -3387310342 2941216446 AA PLC AA/ EB -3387310342 2941216446 AA PLC AAL BQ -3387310342 2941216446 AA PLC AAL L3 -3387310342 2941216446 AA PLC 1023859D SW -3387310342 2941216446 AA PLC 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611138495.1 ********* Monday's edition of the TCR delivers a list of indicative prices for bond issues that reportedly trade well below par. Prices are obtained by TCR editors from a variety of outside sources during the prior week we think are reliable. Those sources may not, however, be complete or accurate. The Monday Bond Pricing table is compiled on the Friday prior to publication. Prices reported are not intended to reflect actual trades. Prices for actual trades are probably different. Our objective is to share information, not make markets in publicly traded securities. Nothing in the TCR constitutes an offer or solicitation to buy or sell any security of any kind. It is likely that some entity affiliated with a TCR editor holds some position in the issuers' public debt and equity securities about which we report. Each Tuesday edition of the TCR contains a list of companies with insolvent balance sheets whose shares trade higher than US$3 per share in public markets. At first glance, this list may look like the definitive compilation of stocks that are ideal to sell short. Don't be fooled. Assets, for example, reported at historical cost net of depreciation may understate the true value of a firm's assets. A company may establish reserves on its balance sheet for liabilities that may never materialize. The prices at which equity securities trade in public market are determined by more than a balance sheet solvency test. Each Friday's edition of the TCR includes a review about a book of interest to troubled company professionals. All titles are available at your local bookstore or through Amazon.com. Go to http://www.bankrupt.com/booksto order any title today. ********* S U B S C R I P T I O N I N F O R M A T I O N Troubled Company Reporter-Europe is a daily newsletter co- published by Bankruptcy Creditors' Service, Inc., Fairless Hills, Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA. Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez, Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman, Editors. Copyright 2015. All rights reserved. ISSN 1529-2754. This material is copyrighted and any commercial use, resale or publication in any form (including e-mail forwarding, electronic re-mailing and photocopying) is strictly prohibited without prior written permission of the publishers. Information contained herein is obtained from sources believed to be reliable, but is not guaranteed. The TCR Europe subscription rate is US$775 per half-year, delivered via e-mail. Additional e-mail subscriptions for members of the same firm for the term of the initial subscription or balance thereof are US$25 each. For subscription information, contact Peter Chapman at 215-945-7000 or Nina Novak at 202-362-8552. * * * End of Transmission * * *